I can't try it myself because it's not available in Linux, but according to the blurb you've just got to enable it:
1. Download Opera 8
2. Enable the Voice option by selecting "Tools" > "Preferences" > "Advanced" > "Voice" and then enable Voice.
3. After enabling the option, you will be asked to confirm that you want to install the voice libraries. Select confirm. Voice is now available.
4. To initiate a voice command, click the "Voice" button on the View toolbar, or press the Scroll Lock key. Then say the command, for example, "Opera reload". After issuing the command, let go of the button.